almost all the time, once it's down you're OK. there is still the long-shot of a splinter piercing the intestine (not likely at all. don't loose any sleep over it).
worst case scenario you puncture an intestine and the dog gets a nasty infection. (they'll sew it up and give them antibiotics. it'll cost you some cash but nothing crazy) so just watch for the signs of infection for a week or so (dry nose, fever, notice if the dog looks uncomfortable), after that, don't worry about it.
again, this is a real longshot, don't sweat it just keep an eye on your dog for a bit.